Active investment management’s weekly magazine for fee-based advisors

Rob Hanna

Rob Hanna is president of Hanna Capital Management LLC and founder of Quantifiable Edges. In 2012, he founded Overnight Edges, which in 2014 merged with Master the Gap to become InvestiQuant, where he serves as vice president of Research. A Boston College alum, Mr. Hanna lives and works in Massachusetts.

Understanding ‘crisis correlation risk’

It is widely accepted that a diversified portfolio is less prone to suffer large drawdowns than a portfolio that shows high concentration. But few investors realize that simple diversification among asset classes is not enough. During times of stress,...